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scientific article; zbMATH DE number 1779820
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scientific article; zbMATH DE number 1779820 |
Statements
14 October 2002
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abstract stochastic differential equations
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strong solutions
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mild solutions
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stability in probability
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\(p\)th moment stability
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almost sure stability
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Lyapunov function
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0.8785917162895203
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0.8478565812110901
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0.8468807935714722
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0.8455147743225098
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0.8451319336891174
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The authors provide a survey about results concerning asymptotic stability of the solutions of stochastic evolution equations in Hilbert spaces. The introduction contains definitions of mild and strong solutions of such equations and of the concepts of stability considered. In the second part conditions, involving Lyapunov functions and equations, for stability of the (mild and strong) solutions of linear systems of the form \[ dX_t = A X_t dt + B(X_t) dW(t), \qquad X_0= x_0 \in H,\tag{1} \] on the Hilbert space \(H\) are discussed. The operator \(A\) is the infinitesimal generator of a strongly continuous semigroup \(T(t)\) on \(H\). Part three discusses the stability criteria for solutions of general semilinear stochastic evolution equations. In the last part material on related topics, such as stability with certain decay rates, stochastic delay evolution equations and invariant measures are presented. For the entire collection see [Zbl 0986.00012].
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